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Trade: FTM/USDT/720/SINWMA/MIDPRICE/4637

Strategy
FTM/USDT/720/SINWMA/MIDPRICE/4637
Pair
FTM_USDT
Interval
12h
Score
827433
Daily Profit
6.266505
Profit Factor
42.973934
Profitability
50.000000
Streak
421.955603
Best Strategy
Training Data Length
2043.500000
Evaluation Time
2025-10-03 13:56
Expiration Time
2025-03-15 09:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 12847615.972 12805603.9011 42012.0709 24707833.7352 -1353682.0321 26061515.7673
Total P&L (%) 12847.616 12805.6039 42.0121 24707.8337 -1353.682 26061.5158
Avg Daily Profit (%) 6.2871 6.2665 0.0206 0.2702 0 0.2728
Buy And Hold Return (%) 3796.3788 3796.3788 3796.3788 3796.3788 3796.3788 3796.3788
Max Trade Drawdown -117087 -106000 -83286 -69454768 -58807337 -30749126
Profit Factor 25.1405 42.9739 1.185 1.1326 0.99 1.5081
Total Trades 60 30 30 60 30 30
Winning Trades 31 15 16 31 15 16
Losing Trades 29 15 14 29 15 14
Profitability (%) 51.6667 50 53.3333 51.6667 50 53.3333
Ratio Avg Win / Avg Loss 23.5186 42.9739 1.0369 1.0595 0.99 1.3196
Largest Winning Trade 12458837 12458837 58156 44542628 44542628 20401925
Largest Losing Trade -56470 -56470 -33407 -35795787 -35795787 -15075216
Avg Bars in Trades 62 96 27 62 96 27
Avg Bars in Winners 77 124 33 77 124 33
Avg Bars in Losers 45 68 20 45 68 20
Bars Traded 3721 2895 826 3721 2895 826
Profit Streak 314.4556 421.9556 0 314.4556 421.9556 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150993 827433 -347558 -239108 -579486 381166
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565438400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488964108,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            12847615.97197427,
            12805603.901069345,
            42012.0709049249,
            24707833.735243294,
            -1353682.0320845232,
            26061515.767327838
        ],
        [
            12847.615972,
            12805.603901,
            42.012071,
            24707.833735,
            -1353.682032,
            26061.515767
        ],
        [
            6.287064,
            6.266505,
            0.020559,
            0.270183,
            0,
            0.27279
        ],
        [
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883,
            3796.37883
        ],
        [
            -117087,
            -106000,
            -83286,
            -69454768,
            -58807337,
            -30749126
        ],
        [
            25.140523,
            42.973934,
            1.18498,
            1.13255,
            0.989981,
            1.508138
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            51.666667,
            50,
            53.333333,
            51.666667,
            50,
            53.333333
        ],
        [
            23.518554,
            42.973934,
            1.036858,
            1.059483,
            0.989981,
            1.319621
        ],
        [
            12458837,
            12458837,
            58156,
            44542628,
            44542628,
            20401925
        ],
        [
            -56470,
            -56470,
            -33407,
            -35795787,
            -35795787,
            -15075216
        ],
        [
            62,
            96,
            27,
            62,
            96,
            27
        ],
        [
            77,
            124,
            33,
            77,
            124,
            33
        ],
        [
            45,
            68,
            20,
            45,
            68,
            20
        ],
        [
            3721,
            2895,
            826,
            3721,
            2895,
            826
        ],
        [
            314.455603,
            421.955603,
            0,
            314.455603,
            421.955603,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150993,
            827433,
            -347558,
            -239108,
            -579486,
            381166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4087,
    "evaluation_days": 2043.5,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1565438400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759488964108,
    "expiration_time": 1742023152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)